Description

This analysis provides a forecast of FORTH prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2024-12-15 4.071415 4.509854 5.037201 5.740053 6.692190 8.012371 10.166125
2024-12-22 3.446807 3.944198 4.591613 5.552565 7.078298 9.793517 17.010396
2024-12-29 3.200101 3.753259 4.519654 5.769029 8.097509 13.849802 88.233043
2025-01-05 2.907763 3.442870 4.202772 5.491434 8.080713 15.864262 NaN
2025-01-12 2.680196 3.191053 3.927187 5.205944 7.903062 17.310801 NaN
2025-01-19 2.529410 3.030601 3.765043 5.077597 8.017638 20.784299 NaN
2025-01-26 2.471015 2.994839 3.786643 5.280973 9.076505 42.416234 NaN
2025-02-02 2.444802 3.001764 3.874357 5.634467 10.966876 NaN NaN
2025-02-09 2.370982 2.929508 3.820158 5.679635 11.930348 NaN NaN
2025-02-16 2.310530 2.872563 3.784727 5.757798 13.226625 NaN NaN
2025-02-23 2.208965 2.745143 3.614305 5.489774 12.528136 NaN NaN
2025-03-02 2.162406 2.701254 3.587843 5.560770 13.862083 NaN NaN
2025-03-09 2.102479 2.635794 3.522398 5.539119 14.821952 NaN NaN
2025-03-16 2.026519 2.541275 3.397717 5.349212 14.398967 NaN NaN
2025-03-23 2.002896 2.528860 3.421604 5.546803 17.681983 NaN NaN
2025-03-30 1.930406 2.433800 3.284598 5.290795 16.199779 NaN NaN
2025-04-06 1.860795 2.341226 3.148347 5.026513 14.601318 NaN NaN
2025-04-13 1.811768 2.280417 3.068628 4.907313 14.391042 NaN NaN
2025-04-20 1.800576 2.280214 3.101546 5.096077 17.820755 NaN NaN
2025-04-27 1.802193 2.300782 3.175420 5.422710 26.893109 NaN NaN
2025-05-04 1.775868 2.273601 3.154236 5.464312 32.503261 NaN NaN
2025-05-11 1.753640 2.252281 3.143072 5.536231 43.487119 NaN NaN
2025-05-18 1.705399 2.185541 3.037603 5.289237 33.947871 NaN NaN